The "pan" goes under the "mud" shower floor. But don't consider the copper version. It's passe. In fact the best material for shower pans these days is PVC or CPE, both of which are flexible plastic materials that are folded into the shower base to make a watertight catchment under the tile and mortar.

My chief competitor in the book-writing market, Michael Byrne, has posted a pretty good article on shower pan installation. I'll list it below.